Anic Equity¶

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Total return since start: 0.579 %¶

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Equity now: -----------------------------> 48236.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46540.21 Kr¶

PnL: ---------------------------------------> 183.21 Kr¶

DD now: ---------------------------------> -9.193 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 14:02:32.388337'

This Week¶

Return: 0.011 %¶

Total portfolio value¶

Return including deposits: 57.92 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
EnQuest PLC 2351 -1.110000 5858.690000 145.690000 2.550000 5713.000530
Investor B 27 0.370000 5787.450000 96.450000 1.690000 5691.000006
Vitec Software Group B 2 1.200000 1180.000000 93.000000 8.560000 1087.000000
Lindab International 35 0.630000 5635.000000 42.000000 0.750000 5593.000000
NP3 Fastigheter 32 1.370000 5696.000000 -1.000000 -0.020000 5697.000000
Tethys Oil 109 1.450000 5891.450000 -19.550000 -0.330000 5911.000022
AQ Group 12 -0.230000 5232.000000 -31.000000 -0.590000 5262.999996
Volvo B 25 0.220000 5678.750000 -64.250000 -1.120000 5743.000000
Volvo A 24 -0.090000 5582.400000 -76.600000 -1.350000 5659.000008
TOTAL 46541.740000 184.740000 -9.19043% 46357.000562

Updated:¶

'2023-08-10 14:00:39.009114'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶